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Ling, Shiqing's
Scholarly Papers
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Total Downloads
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Total
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Ling, Shiqing Hong Kong University of Science & Technology (HKUST) McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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Asymptotic normality, estimation, rate of strong convergence, strong consistency, time series models.
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Zhu, Ke affiliation not provided to SSRN Ling, Shiqing Hong Kong University of Science & Technology (HKUST)
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AR(p), likelihood ratio test, structure change, threshold AR(p), two‐parameter Gaussian process
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